swh:1:snp:6a0ac420dcf26f4ce7b9c8b5d3c5816f5620bd13
Tip revision: a5ef3506c39866f5e7b3d57e7fa0677cf4edd675 authored by Mark Clements on 13 April 2016, 17:59:18 UTC
version 1.3.2
version 1.3.2
Tip revision: a5ef350
pm2-3.R
## extension of ns() to include different boundary derivatives,
## centering and cure
nsx <-
function (x, df = NULL, knots = NULL, intercept = FALSE,
Boundary.knots = range(x),
derivs = if (cure) c(2,1) else c(2,2),
log=FALSE, # deprecated: only used in rstpm2:::stpm2Old
centre = FALSE, cure = FALSE, stata.stpm2.compatible=FALSE)
{
nx <- names(x)
x <- as.vector(x)
nax <- is.na(x)
if (nas <- any(nax))
x <- x[!nax]
if (!missing(Boundary.knots)) {
Boundary.knots <- sort(Boundary.knots)
outside <- (ol <- x < Boundary.knots[1L]) | (or <- x >
Boundary.knots[2L])
}
else outside <- FALSE
if (!missing(df) && missing(knots)) {
nIknots <- df - 1 - intercept + 4 - sum(derivs)
if (nIknots < 0) {
nIknots <- 0
warning("'df' was too small; have used ", 1 + intercept)
}
knots <- if (nIknots > 0) {
knots <- if (!cure)
seq.int(0, 1, length.out = nIknots + 2L)[-c(1L,
nIknots + 2L)]
else c(seq.int(0, 1, length.out = nIknots + 1L)[-c(1L,
nIknots + 1L)], 0.95)
if (!stata.stpm2.compatible)
stats::quantile(x[!outside], knots)
else stats::quantile(x[!outside], round(knots,2), type=2)
}
}
else nIknots <- length(knots)
Aknots <- sort(c(rep(Boundary.knots, 4L), knots))
if (any(outside)) {
basis <- array(0, c(length(x), nIknots + 4L))
if (any(ol)) {
k.pivot <- Boundary.knots[1L]
xl <- cbind(1, x[ol] - k.pivot)
tt <- spline.des(Aknots, rep(k.pivot, 2L), 4, c(0,
1))$design
basis[ol, ] <- xl %*% tt
}
if (any(or)) {
k.pivot <- Boundary.knots[2L]
xr <- cbind(1, x[or] - k.pivot)
tt <- spline.des(Aknots, rep(k.pivot, 2L), 4, c(0,
1))$design
basis[or, ] <- xr %*% tt
}
if (any(inside <- !outside))
basis[inside, ] <- spline.des(Aknots, x[inside],
4)$design
}
else basis <- spline.des(Aknots, x, 4)$design
const <- splineDesign(Aknots, rep(Boundary.knots, 3-derivs), 4, c(derivs[1]:2, derivs[2]:2))
if (!intercept) {
const <- const[, -1, drop = FALSE]
basis <- basis[, -1, drop = FALSE]
}
qr.const <- qr(t(const))
basis <- as.matrix((t(qr.qty(qr.const, t(basis))))[, -(1L:nrow(const)), drop = FALSE])
n.col <- ncol(basis)
if (nas) {
nmat <- matrix(NA, length(nax), n.col)
nmat[!nax, ] <- basis
basis <- nmat
}
dimnames(basis) <- list(nx, 1L:n.col)
if (centre) {
centreBasis <- nsx(centre,
knots=if (is.null(knots)) numeric(0) else knots,
Boundary.knots=Boundary.knots,
intercept=intercept, derivs=derivs, centre=FALSE, log=log)
oldAttributes <- attributes(basis)
basis <- t(apply(basis,1,function(x) x-centreBasis))
attributes(basis) <- oldAttributes
}
a <- list(degree = 3, knots = if (is.null(knots)) numeric(0) else knots,
Boundary.knots = Boundary.knots, intercept = intercept, derivs=derivs,
centre=centre, log=log)
attributes(basis) <- c(attributes(basis), a)
class(basis) <- c("nsx", "basis", "matrix")
basis
}
makepredictcall.nsx <-
function (var, call)
{
if (as.character(call)[1L] != "nsx")
return(call)
at <- attributes(var)[c("knots", "Boundary.knots", "intercept",
"derivs", "centre", "log")]
xxx <- call[1L:2]
xxx[names(at)] <- at
xxx
}
predict.nsx <-
function (object, newx, ...)
{
if (missing(newx))
return(object)
a <- c(list(x = newx), attributes(object)[c("knots", "Boundary.knots",
"intercept", "derivs", "centre", "log")])
do.call("nsx", a)
}
Shat <- function(obj)
{
## predicted survival for individuals (adjusted for covariates)
newobj = survfit(obj,se.fit=FALSE)
surv = newobj$surv
rr = try(predict(obj,type="risk"),silent=TRUE)
if (inherits(rr,"try-error"))
rr <- 1
surv2 = surv[match(obj$y[,ncol(obj$y)-1],newobj$time)]
return(surv2^rr)
}
replaceCall=function(obj,old,new) {
if (is.atomic(obj) && length(obj)>1)
return(as.call(c(quote(c),lapply(as.list(obj),replaceCall,old,new))))
if (is.name(obj) || is.symbol(obj) || (is.atomic(obj) && length(obj)==1)) {
if (obj==old) return(new)
else return(obj)
}
## if (length(obj)==1 && length(obj[[1]])==1) {
## if (obj==old) return(new)
## else return(obj)
## }
as.call(lapply(obj,replaceCall,old,new))
}
replaceFormula=function(...) as.formula(replaceCall(...))
## replaceFormula(~f(a+b),quote(f),quote(g))
allCall=function(obj) {
if (is.atomic(obj) && length(obj)==1) return(obj)
if (is.atomic(obj) && length(obj)>1) return(as.call(c(quote(c),as.list(obj))))
if (is.name(obj) || is.symbol(obj)) return(obj)
as.call(lapply(obj,allCall))
}
## allCall(as.call(c(quote(ns),list(df=3,knots=c(1,2)))))[[2]]
vector2call=function(obj) {
if (is.atomic(obj) && length(obj)==1) return(obj)
if (is.atomic(obj) && length(obj)>1) return(as.call(c(quote(c),as.list(obj))))
if (is.name(obj) || is.symbol(obj)) return(obj)
lapply(obj,allCall) # is this correct?
}
## vector2call(list(df=3,knots=c(1,2)))
findSymbol <- function(obj,symbol) {
if (is.symbol(obj) && obj==symbol) TRUE else
if (is.symbol(obj)) FALSE else
if (is.atomic(obj)) FALSE else
Reduce(`|`,lapply(obj,findSymbol,symbol),FALSE)
}
rhs=function(formula)
if (length(formula)==3) formula[[3]] else formula[[2]]
lhs <- function(formula)
if (length(formula)==3) formula[[2]] else NULL
"rhs<-" = function(formula,value) {
newformula <- formula
newformula[[length(formula)]] <- value
newformula
}
"lhs<-" <- function(formula,value) {
if (length(formula)==2)
as.formula(as.call(c(formula[[1]],value,formula[[2]])))
else {
newformula <- formula
newformula[[2]] <- value
newformula
}
}
## numerically calculate the partial gradient \partial func_j \over \partial x_i
## (dim(grad(func,x)) == c(length(x),length(func(x)))
grad <- function(func,x,...) # would shadow numDeriv::grad()
{
h <- .Machine$double.eps^(1/3)*ifelse(abs(x)>1,abs(x),1)
temp <- x+h
h.hi <- temp-x
temp <- x-h
h.lo <- x-temp
twoeps <- h.hi+h.lo
nx <- length(x)
ny <- length(func(x,...))
if (ny==0L) stop("Length of function equals 0")
df <- if(ny==1L) rep(NA, nx) else matrix(NA, nrow=nx,ncol=ny)
for (i in 1L:nx) {
hi <- lo <- x
hi[i] <- x[i] + h.hi[i]
lo[i] <- x[i] - h.lo[i]
if (ny==1L)
df[i] <- (func(hi, ...) - func(lo, ...))/twoeps[i]
else df[i,] <- (func(hi, ...) - func(lo, ...))/twoeps[i]
}
return(df)
}
## numerically calculate the gradient \partial func_i \over \partial x_i
## length(grad(func,x)) == length(func(x)) == length(x)
grad1 <- function(func,x,...)
{
h <- .Machine$double.eps^(1/3)*ifelse(abs(x)>1,abs(x),1)
temp <- x+h
h.hi <- temp-x
temp <- x-h
h.lo <- x-temp
twoeps <- h.hi+h.lo
ny <- length(func(x,...))
if (ny==0L) stop("Length of function equals 0")
(func(x+h, ...) - func(x-h, ...))/twoeps
}
## predict lpmatrix for an lm object
lpmatrix.lm <-
function (object, newdata, na.action = na.pass) {
tt <- terms(object)
if (!inherits(object, "lm"))
warning("calling predict.lm(<fake-lm-object>) ...")
if (missing(newdata) || is.null(newdata)) {
X <- model.matrix(object)
}
else {
Terms <- delete.response(tt)
m <- model.frame(Terms, newdata, na.action = na.action,
xlev = object$xlevels)
if (!is.null(cl <- attr(Terms, "dataClasses")))
.checkMFClasses(cl, m)
X <- model.matrix(Terms, m, contrasts.arg = object$contrasts)
}
X
}
## fun: takes coef as its first argument
## requires: coef() and vcov() on the object
numDeltaMethod <- function(object,fun,...) {
coef <- coef(object)
est <- fun(coef,...)
Sigma <- vcov(object)
gd <- grad(fun,coef,...)
## se.est <- as.vector(sqrt(diag(t(gd) %*% Sigma %*% gd)))
se.est <- as.vector(sqrt(colSums(gd* (Sigma %*% gd))))
data.frame(Estimate = est, SE = se.est)
}
"coef<-" <- function (x, value)
UseMethod("coef<-")
predictnl <- function (object, ...)
UseMethod("predictnl")
"coef<-.default" <- function(x,value) {
x$coefficients <- value
x
}
predictnl.default <- function(object,fun,newdata=NULL,...)
{
## link=c(I,log,sqrt),invlink=NULL
## link <- match.arg(link)
## if (is.null(invlink))
## invlink <- switch(deparse(substitute(link)),I=I,log=exp,sqrt=function(x) x^2)
if (is.null(newdata) && !is.null(object$data))
newdata <- object$data
localf <- function(coef,...)
{
if ("coefficients" %in% names(object)) {
object$coefficients <- coef
} else if ("coef" %in% names(object)) {
object$coef <- coef
} else coef(object) <- coef
fun(object,...)
}
numDeltaMethod(object,localf,newdata=newdata,...)
}
setMethod("predictnl", "mle2", function(object,fun,newdata=NULL,...)
{
if (is.null(newdata) && !is.null(object@data))
newdata <- object@data
localf <- function(coef,...)
{
object@fullcoef <- coef # changed from predictnl.default()
fun(object,...)
}
numDeltaMethod(object,localf,newdata=newdata,...)
})
## setMethod("predictnl", "mle", function(object,fun,...)
## {
## localf <- function(coef,...)
## {
## object@fullcoef = coef # changed from predictnl.default()
## fun(object,...)
## }
## numDeltaMethod(object,localf,...)
## })
predict.formula <- function(formula,data,newdata,na.action,type="model.matrix")
{
mf <- match.call(expand.dots = FALSE)
type <- match.arg(type)
m <- match(c("formula", "data", "na.action"), names(mf), 0L)
mf <- mf[c(1L, m)]
mf$drop.unused.levels <- TRUE
mf[[1L]] <- as.name("model.frame")
mf <- eval(mf, parent.frame())
mt <- attr(mf, "terms")
xlevels <-.getXlevels(mt, mf)
mfnew <- model.frame(mt, newdata, na.action=na.action, xlev=xlevels)
if (!is.null(cl <- attr(mt, "dataClasses"))) .checkMFClasses(cl, mfnew)
model.matrix(mt, mfnew, contrasts=contrasts)
}
`%call+%` <- function(left,right) call("+",left,right)
##
bread.stpm2 <- function (x, ...) {
rval <- vcov(x) * nrow(x@y)
dimnames(rval) <- list(names(coef(x)), names(coef(x)))
return(rval)
}
estfun.stpm2 <- function(obj, weighted=FALSE, ...) {
rr <- t(grad(obj@logli,coef(obj)))
colnames(rr) <- names(coef(obj))
if (weighted)
rr <- rr * obj@weights
rr
}
meat.stpm2 <-
function (x, adjust = FALSE, ...)
{
psi <- estfun.stpm2(x, ...)
k <- NCOL(psi)
n <- NROW(psi)
rval <- crossprod(as.matrix(psi))/n
if (adjust)
rval <- n/(n - k) * rval
rownames(rval) <- colnames(rval) <- colnames(psi)
return(rval)
}
sandwich.stpm2 <-
function (x, bread. = bread.stpm2, meat. = meat.stpm2, ...)
{
if (is.function(bread.))
bread. <- bread.(x)
if (is.function(meat.))
meat. <- meat.(x, ...)
n <- NROW(estfun.stpm2(x))
return(1/n * (bread. %*% meat. %*% bread.))
}
incrVar <- function(var,increment=1) {
##var <- deparse(substitute(var))
##function(data) "$<-"(data,var,"$"(data,var)+increment) # FAILS
n <- length(var)
if (n>1 && length(increment)==1)
increment <- rep(increment,n)
function(data) {
for (i in 1:n) {
data[[var[i]]] <- data[[var[i]]] + increment[i]
}
data
}
}
cloglog <- function(x) log(-log(x))
cexpexp <- function(x) exp(-exp(x))
setOldClass("terms")
setClassUnion("listOrNULL",c("list","NULL"))
setClassUnion("nameOrcall",c("name","call"))
setClassUnion("nameOrcallOrNULL",c("name","call","NULL"))
##setClassUnion("numericOrNULL",c("numeric","NULL"))
setOldClass("Surv")
setOldClass("lm")
expit <- function(x) {
ifelse(x==-Inf, 0, ifelse(x==Inf, 1, 1/(1+exp(-x))))
}
logit <- function(p) {
ifelse(p==0, -Inf, ifelse(p==1, Inf, log(p/(1-p))))
} # numerical safety for large values?
## check: weights
## link families
link.PH <- list(link=function(S) log(-log(S)),
ilink=function(eta) exp(-exp(eta)),
h=function(eta,etaD) etaD*exp(eta),
H=function(eta) exp(eta),
gradh=function(eta,etaD,obj) obj$XD*exp(eta)+obj$X*etaD*exp(eta),
gradH=function(eta,obj) obj$X*exp(eta))
link.PO <- list(link=function(S) -logit(S),
ilink=function(eta) expit(-eta),
H=function(eta) log(1+exp(eta)),
h=function(eta,etaD) etaD*exp(eta)*expit(-eta),
gradh=function(eta,etaD,obj) {
etaD*exp(eta)*obj$X*expit(-eta) -
exp(2*eta)*obj$X*etaD*expit(-eta)^2 +
exp(eta)*obj$XD*expit(-eta)
},
gradH=function(eta,obj) obj$X*exp(eta)*expit(-eta))
link.probit <-
list(link=function(S) -qnorm(S),
ilink=function(eta) pnorm(-eta),
H=function(eta) -log(pnorm(-eta)),
h=function(eta,etaD) dnorm(eta)/pnorm(-eta)*etaD,
gradh=function(eta,etaD,obj) {
-eta*obj$X*dnorm(eta)*etaD/pnorm(-eta) +
obj$X*dnorm(eta)^2/pnorm(-eta)^2*etaD +
dnorm(eta)/pnorm(-eta)*obj$XD
},
gradH=function(eta,obj) obj$X*dnorm(eta)/pnorm(-eta))
link.AH <- list(link=function(S) -log(S),
ilink=function(eta) exp(-eta),
h=function(eta,etaD) etaD,
H=function(eta) eta,
gradh=function(eta,etaD,obj) obj$XD,
gradH=function(eta,obj) obj$X)
## general link functions
setClass("stpm2", representation(xlevels="list",
contrasts="listOrNULL",
terms="terms",
logli="function",
## weights="numericOrNULL",
lm="lm",
timeVar="character",
time0Var="character",
timeExpr="nameOrcall",
time0Expr="nameOrcallOrNULL",
delayed="logical",
interval="logical",
frailty="logical",
model.frame="list",
call.formula="formula",
x="matrix",
xd="matrix",
termsd="terms",
Call="call",
y="Surv",
link="list",
args="list"
),
contains="mle2")
stpm2 <- function(formula, data, smooth.formula = NULL, smooth.args = NULL,
df = 3, cure = FALSE, logH.args = NULL, logH.formula = NULL,
tvc = NULL, tvc.formula = NULL,
control = list(parscale = 1, maxit = 300), init = NULL,
coxph.strata = NULL, weights = NULL, robust = FALSE, baseoff = FALSE,
bhazard = NULL, timeVar = "", time0Var = "", use.gr = TRUE,
reltol=1.0e-8, trace = 0,
link.type=c("PH","PO","probit","AH"),
frailty = !is.null(cluster), cluster = NULL, logtheta=-6, nodes=9, RandDist=c("Gamma","LogN"),
contrasts = NULL, subset = NULL, ...) {
link.type <- match.arg(link.type)
link <- switch(link.type,PH=link.PH,PO=link.PO,probit=link.probit,AH=link.AH)
RandDist <- match.arg(RandDist)
use.gr <- TRUE # old code
## logH.formula and logH.args are deprecated
if (!is.null(smooth.formula) && is.null(logH.formula))
logH.formula <- smooth.formula
if (!is.null(smooth.args) && is.null(logH.args))
logH.args <- smooth.args
## parse the event expression
eventInstance <- eval(lhs(formula),envir=data)
stopifnot(length(lhs(formula))>=2)
eventExpr <- lhs(formula)[[length(lhs(formula))]]
delayed <- length(lhs(formula))>=4 # indicator for multiple times (cf. strictly delayed)
surv.type <- attr(eventInstance,"type")
if (surv.type %in% c("interval2","left","mstate"))
stop("stpm2 not implemented for Surv type ",surv.type,".")
counting <- attr(eventInstance,"type") == "counting"
interval <- attr(eventInstance,"type") == "interval"
if (interval) { # early code
use.gr <- FALSE
}
timeExpr <- lhs(formula)[[if (delayed) 3 else 2]] # expression
if (timeVar == "")
timeVar <- all.vars(timeExpr)
## set up the formulae
if (is.null(logH.formula) && is.null(logH.args)) {
logH.args$df <- df
if (cure) logH.args$cure <- cure
}
if (is.null(logH.formula))
logH.formula <- as.formula(call("~",as.call(c(quote(nsx),call("log",timeExpr),
vector2call(logH.args)))))
if (is.null(tvc.formula) && !is.null(tvc)) {
tvc.formulas <-
lapply(names(tvc), function(name)
call(":",
as.name(name),
as.call(c(quote(nsx),
call("log",timeExpr),
vector2call(if (cure) list(cure=cure,df=tvc[[name]]) else list(df=tvc[[name]])
)))))
if (length(tvc.formulas)>1)
tvc.formulas <- list(Reduce(`%call+%`, tvc.formulas))
tvc.formula <- as.formula(call("~",tvc.formulas[[1]]))
}
if (!is.null(tvc.formula)) {
rhs(logH.formula) <- rhs(logH.formula) %call+% rhs(tvc.formula)
}
if (baseoff)
rhs(logH.formula) <- rhs(tvc.formula)
full.formula <- formula
rhs(full.formula) <- rhs(formula) %call+% rhs(logH.formula)
##
## set up the data
## ensure that data is a data frame
data <- get_all_vars(full.formula, data)
## restrict to non-missing data (assumes na.action=na.omit)
.include <- Reduce(`&`,
lapply(model.frame(formula, data, na.action=na.pass),
Negate(is.na)),
TRUE)
data <- data[.include, , drop=FALSE]
##
## parse the function call
Call <- match.call()
mf <- match.call(expand.dots = FALSE)
m <- match(c("formula", "data", "subset", "contrasts", "weights"),
names(mf), 0L)
mf <- mf[c(1L, m)]
##
## get variables
time <- eval(timeExpr, data)
time0Expr <- NULL # initialise
if (delayed) {
time0Expr <- lhs(formula)[[2]]
if (time0Var == "")
time0Var <- all.vars(time0Expr)
time0 <- eval(time0Expr, data)
}
event <- eval(eventExpr,data)
event <- event > min(event) ## ???
## setup for initial values
if (!interval) {
## Cox regression
coxph.call <- mf
coxph.call[[1L]] <- as.name("coxph")
coxph.strata <- substitute(coxph.strata)
if (!is.null(coxph.strata)) {
coxph.formula <- formula
rhs(coxph.formula) <- rhs(formula) %call+% call("strata",coxph.strata)
coxph.call$formula <- coxph.formula
}
coxph.call$model <- TRUE
coxph.obj <- eval(coxph.call, envir=parent.frame())
y <- model.extract(model.frame(coxph.obj),"response")
data$logHhat <- pmax(-18,link$link(Shat(coxph.obj)))
}
if (interval) {
## survref regression
survreg.call <- mf
survreg.call[[1L]] <- as.name("survreg")
survreg.obj <- eval(survreg.call, envir=parent.frame())
weibullShape <- 1/survreg.obj$scale
weibullScale <- predict(survreg.obj)
y <- model.extract(model.frame(survreg.obj),"response")
data$logHhat <- pmax(-18,link$link(pweibull(time,weibullShape,weibullScale,lower.tail=FALSE)))
}
##
## initial values and object for lpmatrix predictions
lm.call <- mf
lm.call[[1L]] <- as.name("lm")
lm.formula <- full.formula
lhs(lm.formula) <- quote(logHhat) # new response
lm.call$formula <- lm.formula
dataEvents <- data[event,]
if (interval)
dataEvents <- data
lm.call$data <- quote(dataEvents) # events only
lm.obj <- eval(lm.call)
if (is.null(init)) {
init <- coef(lm.obj)
}
##
## set up mf and wt
mt <- terms(lm.obj)
mf <- model.frame(lm.obj)
wt <- model.weights(lm.obj$model)
if (is.null(wt)) wt <- rep(1,nrow(data))
##
## XD matrix
lpfunc <- function(delta,fit,dataset,var) {
dataset[[var]] <- dataset[[var]]+delta
lpmatrix.lm(fit,dataset)
}
##
bhazard <- substitute(bhazard)
bhazard <- if (is.null(bhazard)) rep(0,nrow(data)) else eval(bhazard,data,parent.frame())
## initialise values specific to either delayed entry or interval-censored
ind0 <- FALSE
map0 <- 0L
which0 <- 0
wt0 <- 0
ttype <- 0
if (!interval) { # surv.type %in% c("right","counting")
X <- lpmatrix.lm(lm.obj,data)
XD <- grad(lpfunc,0,lm.obj,data,timeVar)
XD <- matrix(XD,nrow=nrow(X))
X1 <- X0 <- matrix(0,1,ncol(X))
if (delayed && all(time0==0)) delayed <- FALSE # CAREFUL HERE: delayed redefined
if (delayed) {
ind0 <- time0>0
map0 <- vector("integer",nrow(X))
map0[ind0] <- as.integer(1:sum(ind0))
which0 <- which(ind0)
data0 <- data[ind0,,drop=FALSE] # data for delayed entry times
.timeVar <- data0[[timeVar]] <- data0[[time0Var]]
X0 <- lpmatrix.lm(lm.obj, data0)
wt0 <- wt[ind0]
data0[[timeVar]] <- .timeVar
rm(data0)
}
} else { ## interval-censored
## ttime <- eventInstance[,1]
## ttime2 <- eventInstance[,2]
ttype <- eventInstance[,3]
X1 <- lpmatrix.lm(lm.obj,data)
data0 <- data
.timeVar <- data0[[timeVar]] <- data0[[time0Var]]
X <- lpmatrix.lm(lm.obj, data0)
XD <- grad(lpfunc,0,lm.obj,data0,timeVar)
XD <- matrix(XD,nrow=nrow(X))
## data0[[timeVar]] <- .timeVar
X0 <- matrix(0,1,ncol(X))
rm(data0)
}
if (frailty) {
init <- c(init,logtheta=logtheta)
}
if (!is.null(control) && "parscale" %in% names(control)) {
if (length(control$parscale)==1)
control$parscale <- rep(control$parscale,length(init))
if (is.null(names(control$parscale)))
names(control$parscale) <- names(init)
}
parscale <- rep(if (is.null(control$parscale)) 1 else control$parscale,length=length(init))
names(parscale) <- names(init)
args <- list(init=init,X=X,XD=XD,bhazard=bhazard,wt=wt,event=ifelse(event,1,0),time=time,
delayed=delayed, interval=interval, X0=X0, wt0=wt0, X1=X1, parscale=parscale, reltol=reltol,
kappa=1, trace = trace, cluster=cluster, map0 = map0 - 1L, ind0 = ind0, which0 = which0 - 1L, link=link.type, ttype=ttype,
RandDist=RandDist, optimiser="BFGS",
type=if (frailty && RandDist=="Gamma") "stpm2_gamma_frailty" else if (frailty && RandDist=="LogN") "stpm2_normal_frailty" else "stpm2", return_type="optim")
if (frailty) {
rule <- fastGHQuad::gaussHermiteData(nodes)
args$gauss_x <- rule$x
args$gauss_w <- rule$w
}
negll <- function(beta,kappa=1) {
localargs <- args
localargs$kappa <- kappa
localargs$return_type <- "objective"
return(.Call("model_output", localargs, package="rstpm2"))
}
gradnegll <- function(beta,kappa=1) {
if (interval) stop("Gradient not implemented for interval-censored data.")
localargs <- args
localargs$kappa <- kappa
localargs$return_type <- "gradient"
return(.Call("model_output", localargs, package="rstpm2"))
}
logli <- function(beta) {
## localargs <- args
## localargs$kappa <- kappa
## localargs$return_type <- "li"
## return(.Call("model_output", localargs, package="rstpm2"))
stop("logli not implemented")
}
parnames(negll) <- parnames(gradnegll) <- names(init)
## MLE
fit <- .Call("model_output", args, package="rstpm2")
args$init <- coef <- as.vector(fit$coef)
hessian <- fit$hessian
names(coef) <- rownames(hessian) <- colnames(hessian) <- names(init)
mle2 <- if (use.gr) mle2(negll, coef, vecpar=TRUE, control=control, gr=gradnegll, ..., eval.only=TRUE) else mle2(negll, coef, vecpar=TRUE, control=control, ..., eval.only=TRUE)
mle2@vcov <- if (!inherits(vcov <- try(solve(hessian)), "try-error")) vcov else matrix(NA,length(coef), length(coef))
mle2@details$convergence <- fit$fail # fit$itrmcd
out <- new("stpm2",
call = mle2@call,
call.orig = mle2@call,
coef = mle2@coef,
fullcoef = mle2@fullcoef,
vcov = mle2@vcov,
min = mle2@min,
details = mle2@details,
minuslogl = mle2@minuslogl,
method = mle2@method,
data = data,
formula = mle2@formula,
optimizer = "optim",
xlevels = .getXlevels(mt, mf),
##contrasts = attr(X, "contrasts"),
contrasts = contrasts,
logli = logli,
##weights = weights,
Call = Call,
terms = mt,
model.frame = mf,
lm = lm.obj,
timeVar = timeVar,
time0Var = time0Var,
timeExpr = timeExpr,
time0Expr = time0Expr,
delayed = delayed,
interval = interval,
frailty = frailty,
call.formula = formula,
x = X,
xd = XD,
termsd = mt, # wrong!
y = y,
link=link,
args=args)
if (robust) # kludge
out@vcov <- sandwich.stpm2(out)
return(out)
}
## summary.mle is not exported from bbmle
.__C__summary.mle2 <- bbmle:::.__C__summary.mle2 # hack suggested from http://stackoverflow.com/questions/28871632/how-to-resolve-warning-messages-metadata-object-not-found-spatiallinesnull-cla
setClass("summary.stpm2", representation(frailty="logical",theta="list",wald="matrix"), contains="summary.mle2")
## setAs("summary.stpm2", "summary.mle2",
## function(from,to) new("summary.mle2", call=from@call, coef=from@call, m2logL=from@m2logL))
## setMethod("show", "stpm2", function(object) show(as(object,"mle2")))
setMethod("summary", "stpm2",
function(object) {
newobj <- as(summary(as(object,"mle2")),"summary.stpm2")
newobj@frailty <- object@frailty
if (object@frailty) {
coef <- coef(newobj)
theta <- exp(coef[nrow(coef),1])
se.logtheta <- coef[nrow(coef),2]
se.theta <- theta*se.logtheta
test.statistic <- 1/se.logtheta
p.value <- pchisq(test.statistic,df=1,lower.tail=FALSE)/2
newobj@theta <- list(theta=theta, se.theta=se.theta, p.value=p.value)
} else newobj@theta <- list()
newobj@wald <- matrix(NA,1,1) # needed by summary.pstpm2
newobj })
setMethod("show", "summary.stpm2",
function(object) {
show(as(object,"summary.mle2"))
if (object@frailty)
cat(sprintf("\ntheta=%g\tse=%g\tp=%g\n",
object@theta$theta,object@theta$se.theta,object@theta$p.value))
})
setMethod("predictnl", "stpm2",
function(object,fun,newdata=NULL,link=c("I","log","cloglog","logit"),...)
{
link <- match.arg(link)
invlinkf <- switch(link,I=I,log=exp,cloglog=cexpexp,logit=expit)
linkf <- eval(parse(text=link))
if (is.null(newdata) && !is.null(object@data))
newdata <- object@data
localf <- function(coef,...)
{
object@fullcoef = coef
linkf(fun(object,...))
}
dm <- numDeltaMethod(object,localf,newdata=newdata,...)
out <- invlinkf(data.frame(Estimate=dm$Estimate,
lower=dm$Estimate-1.96*dm$SE,
upper=dm$Estimate+1.96*dm$SE))
## cloglog switches the bounds
if (link=="cloglog")
out <- data.frame(Estimate=out$Estimate,lower=out$upper,upper=out$lower)
return(out)
})
##
setMethod("predict", "stpm2",
function(object,newdata=NULL,
type=c("surv","cumhaz","hazard","density","hr","sdiff","hdiff","loghazard","link","meansurv","meansurvdiff","odds","or","margsurv","marghaz","marghr"),
grid=FALSE,seqLength=300,
se.fit=FALSE,link=NULL,exposed=incrVar(var),var,...)
{
type <- match.arg(type)
## exposed is a function that takes newdata and returns the revised newdata
## var is a string for a variable that defines a unit change in exposure
local <- function (object, newdata=NULL, type="surv", exposed)
{
tt <- object@terms
link <- object@link
if (is.null(newdata)) {
##mm <- X <- model.matrix(object) # fails (missing timevar)
X <- object@x
XD <- object@xd
##y <- model.response(object@model.frame)
y <- object@y
time <- as.vector(y[,ncol(y)-1])
}
else {
lpfunc <- function(delta,fit,data,var) {
data[[var]] <- data[[var]]+delta
lpmatrix.lm(fit,data)
}
X <- lpmatrix.lm(object@lm, newdata)
XD <- grad(lpfunc,0,object@lm,newdata,object@timeVar)
XD <- matrix(XD,nrow=nrow(X))
## resp <- attr(Terms, "variables")[attr(Terms, "response")]
## similarly for the derivatives
if (type %in% c("hazard","hr","sdiff","hdiff","loghazard","or","marghaz","marghr")) {
## how to elegantly extract the time variable?
## timeExpr <-
## lhs(object@call.formula)[[length(lhs(object@call.formula))-1]]
time <- eval(object@timeExpr,newdata)
##
}
if (object@delayed && !object@interval) {
newdata0 <- newdata
newdata0[[object@timeVar]] <- newdata[[object@time0Var]]
X0 <- lpmatrix.lm(object@lm, newdata0)
## XD0 <- grad(lpfunc,0,object@lm,newdata,object@timeVar)
## XD0 <- matrix(XD0,nrow=nrow(X0))
}
if (type %in% c("hr","sdiff","hdiff","meansurvdiff","or","marghr")) {
if (missing(exposed))
stop("exposed needs to be specified for type in ('hr','sdiff','hdiff','meansurvdiff','or','marghr')")
newdata2 <- exposed(newdata)
X2 <- lpmatrix.lm(object@lm, newdata2)
XD2 <- grad(lpfunc,0,object@lm,newdata2,object@timeVar)
XD2 <- matrix(XD,nrow=nrow(X))
}
}
beta <- coef(object)
if (object@frailty) {
theta <- exp(beta[length(beta)])
beta <- beta[-length(beta)]
}
eta <- as.vector(X %*% beta)
etaD <- as.vector(XD %*% beta)
S <- link$ilink(eta)
h <- link$h(eta,etaD)
if (any(h<0)) warning(sprintf("Predicted hazards less than zero (n=%i).",sum(h<0)))
H = link$H(eta)
Sigma = vcov(object)
if (type=="link") {
return(eta)
}
if (type=="cumhaz") {
## if (object@delayed) {
## eta0 <- as.vector(X0 %*% beta)
## etaD0 <- as.vector(XD0 %*% beta)
## H0 <- link$H(eta0)
## return(H - H0)
## }
## else
return(H)
}
if (type=="density")
return (S*h)
if (type=="surv") {
return(S)
}
if (type=="odds") { # delayed entry?
return((1-S)/S)
}
if (type=="sdiff")
return(link$ilink(as.vector(X2 %*% beta)) - S)
if (type=="hazard") {
return(h)
}
if (type=="loghazard") {
return(log(h))
}
if (type=="hdiff") {
eta2 <- as.vector(X2 %*% beta)
etaD2 <- as.vector(XD2 %*% beta)
h2 <- link$h(eta2,etaD2)
return(h2 - h)
}
if (type=="hr") {
eta2 <- as.vector(X2 %*% beta)
etaD2 <- as.vector(XD2 %*% beta)
h2 <- link$h(eta2,etaD2)
return(h2/h)
}
if (type=="or") {
S2 <- link$ilink(as.vector(X2 %*% beta))
return((1-S2)/S2/((1-S)/S))
}
if (type=="meansurv") {
return(mean(S))
}
if (type=="meansurvdiff") {
eta2 <- as.vector(X2 %*% beta)
S2 <- link$ilink(eta2)
return(mean(S2-S))
}
if (type=="margsurv") {
## currently only valid for Gamma frailty
stopifnot(object@frailty)
return((1+theta*H)^(-1/theta))
}
if (type=="marghaz") {
## currently only valid for Gamma frailty
stopifnot(object@frailty)
margsurv <- (1+theta*H)^(-1/theta)
return(h*margsurv^theta)
}
if (type=="marghr") {
## currently only valid for Gamma frailty
stopifnot(object@frailty)
margsurv <- (1+theta*H)^(-1/theta)
marghaz <- h*margsurv^theta
eta2 <- as.vector(X2 %*% beta)
etaD2 <- as.vector(XD2 %*% beta)
H2 <- link$H(eta2)
margsurv2 <- (1+theta*H2)^(-1/theta)
h2 <- link$h(eta2,etaD2)
marghaz2 <- h2*margsurv2^theta
return(marghaz2/marghaz)
}
}
##debug(local)
if (is.null(newdata) && type %in% c("hr","sdiff","hdiff","meansurvdiff","or","marghr"))
stop("Prediction using type in ('hr','sdiff','hdiff','meansurvdiff','or','marghr') requires newdata to be specified.")
if (grid) {
Y <- object@y
event <- Y[,ncol(Y)]==1 | object@interval
time <- object@data[[object@timeVar]]
eventTimes <- time[event]
X <- seq(min(eventTimes),max(eventTimes),length=seqLength)[-1]
data.x <- data.frame(X)
names(data.x) <- object@timeVar
newdata <- merge(newdata,data.x)
}
pred <- if (!se.fit) {
local(object,newdata,type=type,exposed=exposed,
...)
}
else {
if (is.null(link))
link <- switch(type,surv="cloglog",cumhaz="log",hazard="log",hr="log",sdiff="I",
hdiff="I",loghazard="I",link="I",odds="log",or="log",margsurv="cloglog",marghaz="log",marghr="log")
predictnl(object,local,link=link,newdata=newdata,type=type,
exposed=exposed,...)
}
attr(pred,"newdata") <- newdata
##if (grid) cbind(newdata,as.data.frame(pred)) else pred
return(pred)
})
##`%c%` <- function(f,g) function(...) g(f(...)) # function composition
setMethod("plot", signature(x="stpm2", y="missing"),
function(x,y,newdata,type="surv",
xlab=NULL,ylab=NULL,line.col=1,ci.col="grey",lty=par("lty"),
add=FALSE,ci=!add,rug=!add,
var=NULL,exposed=incrVar(var),...) {
y <- predict(x,newdata,type=type,var=var,exposed=exposed,grid=TRUE,se.fit=TRUE)
if (is.null(xlab)) xlab <- deparse(x@timeExpr)
if (is.null(ylab))
ylab <- switch(type,hr="Hazard ratio",hazard="Hazard",surv="Survival",density="Density",
sdiff="Survival difference",hdiff="Hazard difference",cumhaz="Cumulative hazard",
loghazard="log(hazard)",link="Linear predictor",meansurv="Mean survival",
meansurvdiff="Difference in mean survival",odds="Odds",or="Odds ratio",
margsurv="Marginal survival",marghaz="Marginal hazard",marghr="Marginal hazard ratio")
xx <- attr(y,"newdata")
xx <- eval(x@timeExpr,xx) # xx[,ncol(xx)]
if (!add) matplot(xx, y, type="n", xlab=xlab, ylab=ylab, ...)
if (ci) polygon(c(xx,rev(xx)), c(y[,2],rev(y[,3])), col=ci.col, border=ci.col)
lines(xx,y[,1],col=line.col,lty=lty)
if (rug) {
Y <- x@y
eventTimes <- Y[Y[,ncol(Y)]==1,ncol(Y)-1]
rug(eventTimes,col=line.col)
}
return(invisible(y))
})
if (FALSE) {
lpfunc <- function(delta,fit,dataset,var) {
dataset[[var]] <- dataset[[var]]+delta
lpmatrix.lm(fit,dataset)
}
XD <- grad(lpfunc,0,lm.obj,data,timeVar)
XD <- matrix(XD,nrow=nrow(X))
#
XD <- grad1(lpfunc,data[[timeVar]])
}
derivativeDesign <-
function (functn, lower = -1, upper = 1, rule = NULL,
...)
{
pred <- if (length(list(...)) && length(formals(functn)) >
1)
function(x) functn(x, ...)
else functn
if (is.null(rule))
rule <- ## gaussquad::legendre.quadrature.rules(20)[[20]]
data.frame(x = c(0.993128599185095, 0.963971927277914, 0.912234428251326,
0.839116971822219, 0.746331906460151, 0.636053680726515, 0.510867001950827,
0.37370608871542, 0.227785851141646, 0.0765265211334977, -0.0765265211334974,
-0.227785851141645, -0.373706088715418, -0.510867001950827, -0.636053680726516,
-0.746331906460151, -0.839116971822219, -0.912234428251326, -0.963971927277913,
-0.993128599185094),
w = c(0.0176140071391522, 0.040601429800387,
0.0626720483341092, 0.0832767415767053, 0.101930119817241, 0.11819453196152,
0.131688638449176, 0.14209610931838, 0.149172986472603, 0.152753387130726,
0.152753387130726, 0.149172986472603, 0.142096109318381, 0.131688638449175,
0.11819453196152, 0.10193011981724, 0.0832767415767068, 0.0626720483341075,
0.0406014298003876, 0.0176140071391522))
lambda <- (upper - lower)/(2)
mu <- (lower + upper)/(2)
x <- lambda * rule$x + mu
w <- rule$w
eps <- .Machine$double.eps^(1/8)
X0 <- pred(x)
X1 <- (-pred(x+2*eps)+8*pred(x+eps)-8*pred(x-eps)+pred(x-2*eps))/12/eps
X2 <- (-pred(x+2*eps)/12+4/3*pred(x+eps)-5/2*pred(x)+4/3*pred(x-eps)-pred(x-2*eps)/12)/eps/eps
X3 <- (-pred(x+3*eps)/8+pred(x+2*eps)-13/8*pred(x+eps)+
13/8*pred(x-eps)-pred(x-2*eps)+pred(x-3*eps)/8)/eps/eps/eps
return(list(x=x,w=w,lambda=lambda,X0=X0,X1=X1,X2=X2,X3=X3))
}
smootherDesign <- function(gamobj,data,parameters = NULL) {
d <- data[1,,drop=FALSE] ## how to get mean prediction values, particularly for factors?
makepred <- function(var,inverse) {
function(value) {
d <- d[rep(1,length(value)),]
d[[var]] <- inverse(value)
predict(gamobj,newdata=d,type="lpmatrix")
}
}
smoother.names <- sapply(gamobj$smooth, function(obj) obj$term)
lapply(1:length(gamobj$smooth), function(i) {
smoother <- gamobj$smooth[[i]]
if (is.null(parameters)) {
var <- smoother$term
stopifnot(var %in% names(data))
transform <- I
inverse <- I
} else {
j <- match(smoother$term,names(parameters))
stopifnot(!is.na(j))
var <- parameters[[j]]$var
transform <- parameters[[j]]$transform
inverse <- parameters[[j]]$inverse
}
pred <- makepred(var,inverse)
derivativeDesign(pred,
lower=transform(min(data[[var]])),
upper=transform(max(data[[var]])))
})
}
## TODO: If we transform a smoother (e.g. log(time)), we can use information on
## (i) the variable name, (ii) the transform and (iii) the inverse transform.
## penalised stpm2
setOldClass("gam")
setClass("pstpm2", representation(xlevels="list",
contrasts="listOrNULL",
terms="terms",
logli="function",
gam="gam",
timeVar="character",
time0Var="character",
timeExpr="nameOrcall",
like="function",
model.frame="list",
fullformula="formula",
delayed="logical",
frailty="logical",
x="matrix",
xd="matrix",
termsd="terms",
Call="call",
y="Surv",
sp="numeric",
nevent="numeric",
link="list",
edf="numeric",
edf_var="numeric",
df="numeric",
args="list"),
contains="mle2")
pstpm2 <- function(formula, data, smooth.formula = NULL, smooth.args = NULL,
logH.args = NULL,
tvc = NULL,
control = list(parscale = 1, maxit = 300), init = NULL,
coxph.strata = NULL, coxph.formula = NULL,
weights = NULL, robust = FALSE,
bhazard = NULL, timeVar = "", time0Var = "",
sp=NULL, use.gr = TRUE,
criterion=c("GCV","BIC"), penalty = c("logH","h"), smoother.parameters = NULL,
alpha=if (is.null(sp)) switch(criterion,GCV=1,BIC=1) else 1, sp.init=1, trace = 0,
link.type=c("PH","PO","probit","AH"),
frailty=!is.null(cluster), cluster = NULL, logtheta=-6, nodes=9,RandDist=c("Gamma","LogN"),
reltol = list(search = 1.0e-10, final = 1.0e-10, outer=1.0e-4),outer_optim=1,
contrasts = NULL, subset = NULL, ...) {
link.type <- match.arg(link.type)
link <- switch(link.type,PH=link.PH,PO=link.PO,probit=link.probit,AH=link.AH)
RandDist <- match.arg(RandDist)
## logH.args is deprecated
if (!is.null(smooth.args) && is.null(logH.args))
logH.args <- smooth.args
## set up the data
## ensure that data is a data frame
temp.formula <- formula
if (!is.null(smooth.formula)) rhs(temp.formula) <-rhs(temp.formula) %call+% rhs(smooth.formula)
raw.data <- data
data <- get_all_vars(temp.formula, raw.data)
criterion <- match.arg(criterion)
penalty <- match.arg(penalty)
## restrict to non-missing data (assumes na.action=na.omit)
.include <- Reduce(`&`,
lapply(model.frame(formula, data, na.action=na.pass),
Negate(is.na)),
TRUE)
data <- data[.include, , drop=FALSE] ### REPLACEMENT ###
##
## parse the function call
Call <- match.call()
mf <- match.call(expand.dots = FALSE)
m <- match(c("formula", "data", "subset", "contrasts", "weights"),
names(mf), 0L)
mf <- mf[c(1L, m)]
##
## parse the event expression
eventInstance <- eval(lhs(formula),envir=data)
stopifnot(length(lhs(formula))>=2)
eventExpr <- lhs(formula)[[length(lhs(formula))]]
delayed <- length(lhs(formula))==4
surv.type <- attr(eventInstance,"type")
if (surv.type %in% c("interval2","left","mstate"))
stop("stpm2 not implemented for Surv type ",surv.type,".")
interval <- attr(eventInstance,"type") == "interval"
timeExpr <- lhs(formula)[[if (delayed) 3 else 2]] # expression
if (timeVar == "")
timeVar <- all.vars(timeExpr)
time <- eval(timeExpr, data)
if (delayed) {
time0Expr <- lhs(formula)[[2]]
if (time0Var == "")
time0Var <- all.vars(time0Expr)
time0 <- eval(time0Expr, data)
}
event <- eval(eventExpr,data)
event <- event > min(event)
nevent <- sum(event)
##
## set up the formulae
if (is.null(smooth.formula) && is.null(logH.args)) {
logH.args$k <- -1
}
if (is.null(smooth.formula))
smooth.formula <- as.formula(call("~",as.call(c(quote(s),call("log",timeExpr),
vector2call(logH.args)))))
if (!is.null(tvc)) {
tvc.formulas <-
lapply(names(tvc), function(name)
call(":",
as.name(name),
as.call(c(quote(s),
call("log",timeExpr),
vector2call(list(k=tvc[[name]]))))))
if (length(tvc.formulas)>1)
tvc.formulas <- list(Reduce(`%call+%`, tvc.formulas))
tvc.formula <- as.formula(call("~",tvc.formulas[[1]]))
rhs(smooth.formula) <- rhs(smooth.formula) %call+% rhs(tvc.formula)
}
full.formula <- formula
if(link.type=="AH"){
rhs(full.formula) <- rhs(smooth.formula)
}
else{
rhs(full.formula) <- rhs(formula) %call+% rhs(smooth.formula)
}
##
left <- deparse(substitute(formula))
tf <- terms.formula(smooth.formula, specials = c("s", "te"))
terms <- attr(tf, "term.labels")
right <- paste0(terms, collapse = "+")
fullformula <- as.formula(paste0(left, "+", right), env = parent.frame())
## Cox regression
coxph.call <- mf
coxph.call[[1L]] <- as.name("coxph")
coxph.strata <- substitute(coxph.strata)
coxph.call$data <- quote(coxph.data)
coxph.data <- data
if (!is.null(coxph.formula)) {
coxph.formula2 <- coxph.call$formula
rhs(coxph.formula2) <- rhs(formula) %call+% rhs(coxph.formula)
coxph.call$formula <- coxph.formula2
}
if (!is.null(coxph.strata)) {
coxph.formula2 <- coxph.call$formula
rhs(coxph.formula2) <- rhs(formula) %call+% call("strata",coxph.strata)
coxph.call$formula <- coxph.formula2
}
coxph.call$model <- TRUE
## coxph.obj <- eval(coxph.call, envir=parent.frame())
coxph.obj <- eval(coxph.call, coxph.data)
y <- model.extract(model.frame(coxph.obj),"response")
data$logHhat <- pmax(-18,link$link(Shat(coxph.obj)))
##
## initial values and object for lpmatrix predictions
gam.call <- mf
gam.call[[1L]] <- as.name("gam")
gam.formula <- full.formula
lhs(gam.formula) <- quote(logHhat) # new response
gam.call$formula <- gam.formula
gam.call$sp <- sp
if (is.null(sp) && !is.null(sp.init) && (length(sp.init)>1 || sp.init!=1))
gam.call$sp <- sp.init
dataEvents <- data[event,]
gam.call$data <- quote(dataEvents) # events only
gam.obj <- eval(gam.call)
## re-run gam if sp.init==1 (default)
if (is.null(sp) && !is.null(sp.init) && length(sp.init)==1 && sp.init==1) {
sp.init <- gam.call$sp <- rep(sp.init,length=length(gam.obj$sp))
gam.obj <- eval(gam.call)
}
##
## set up X, mf and wt
mt <- terms(gam.obj)
mf <- model.frame(gam.obj)
wt <- model.weights(gam.obj$model)
if (is.null(wt)) wt <- rep(1,nrow(data))
lpfunc <- function(x,...) {
newdata <- data
newdata[[timeVar]] <- x
predict(gam.obj,newdata,type="lpmatrix")
}
##
bhazard <- substitute(bhazard)
bhazard <- if (is.null(bhazard)) rep(0,nrow(data)) else eval(bhazard,data,parent.frame())
## initialise values specific to either delayed entry or interval-censored
ind0 <- FALSE
map0 <- 0L
which0 <- 0
wt0 <- 0
ttype <- 0
if (!interval) { # surv.type %in% c("right","counting")
X <- predict(gam.obj,data,type="lpmatrix")
XD <- grad1(lpfunc,data[[timeVar]])
XD <- matrix(XD,nrow=nrow(X))
X0 <- matrix(0,1,ncol(X))
X1 <- matrix(0,1,ncol(X))
if (delayed && all(time0==0)) delayed <- FALSE # CAREFUL HERE: delayed redefined
if (delayed) {
ind0 <- time0>0
map0 <- vector("integer",nrow(X))
map0[ind0] <- as.integer(1:sum(ind0))
which0 <- which(ind0)
data0 <- data[ind0,,drop=FALSE] # data for delayed entry times
.timeVar <- data0[[timeVar]] <- data0[[time0Var]]
X0 <- predict(gam.obj,data0,type="lpmatrix")
wt0 <- wt[ind0]
data0[[timeVar]] <- .timeVar
rm(data0)
}
} else { ## interval-censored
## ttime <- eventInstance[,1]
## ttime2 <- eventInstance[,2]
ttype <- eventInstance[,3]
X1 <- predict(gam.obj,data,type="lpmatrix")
data0 <- data
.timeVar <- data0[[timeVar]] <- data0[[time0Var]]
lpfunc <- function(x,...) {
newdata <- data0
newdata[[timeVar]] <- x
predict(gam.obj,newdata,type="lpmatrix")
}
X <- predict(gam.obj,data0,type="lpmatrix")
XD <- grad1(lpfunc,data0[[timeVar]])
XD <- matrix(XD,nrow=nrow(X))
X0 <- matrix(0,1,ncol(X))
rm(data0)
}
## initial values
if (is.null(init)) {
init <- coef(gam.obj)
}
if (frailty) {
init <- c(init,logtheta=logtheta)
}
## smoothing parameters
## cases:
## (1) sp fixed
## (2) sp.init
## (3) use GAM
if (no.sp <- is.null(sp)) {
sp <- if(is.null(gam.obj$full.sp)) gam.obj$sp else gam.obj$full.sp
if (!is.null(sp.init)) sp <- sp.init
}
if (!is.null(control) && "parscale" %in% names(control)) {
if (length(control$parscale)==1)
control$parscale <- rep(control$parscale,length(init))
if (is.null(names(control$parscale)))
names(control$parscale) <- names(init)
} else {
if(is.null(control))
control <- list()
control$parscale <- rep(1,length(init))
names(control$parscale) <- names(init)
}
args <- list(init=init,X=X,XD=XD,bhazard=bhazard,wt=wt,event=ifelse(event,1,0),time=time,
delayed=delayed, interval=interval, X0=X0, wt0=wt0, X1=X1, parscale=control$parscale,
smooth=if(penalty == "logH") gam.obj$smooth else design,
sp=sp, reltol_search=reltol$search, reltol=reltol$final, reltol_outer=reltol$outer, trace=trace,
kappa=1.0,outer_optim=outer_optim,
alpha=alpha,criterion=switch(criterion,GCV=1,BIC=2),
cluster=cluster, map0 = map0 - 1L, ind0 = ind0, which0=which0 - 1L, link = link.type,
penalty = penalty, ttype=ttype, RandDist=RandDist, optimiser="BFGS",
type=if (frailty && RandDist=="Gamma") "pstpm2_gamma_frailty" else if (frailty && RandDist=="LogN") "pstpm2_normal_frailty" else "pstpm2",
return_type="optim")
if (frailty) {
rule <- fastGHQuad::gaussHermiteData(nodes)
args$gauss_x <- rule$x
args$gauss_w <- rule$w
}
## penalty function
pfun <- function(beta,sp) {
sum(sapply(1:length(gam.obj$smooth),
function(i) {
smoother <- gam.obj$smooth[[i]]
betai <- beta[smoother$first.para:smoother$last.para]
sp[i]/2 * betai %*% smoother$S[[1]] %*% betai
}))
}
negllsp <- function(beta,sp,kappa=10) {
localargs <- args
localargs$sp <- sp
localargs$kappa <- kappa
localargs$init <- beta
localargs$return_type <- "objective"
negll <- .Call("model_output", localargs, package="rstpm2")
localargs$return_type <- "feasible"
feasible <- .Call("model_output", localargs, package="rstpm2")
attr(negll,"feasible") <- feasible
return(negll)
}
negll0sp <- function(beta,sp,kappa=10) {
localargs <- args
localargs$sp <- sp
localargs$kappa <- kappa
localargs$init <- beta
localargs$return_type <- "objective0"
negll <- .Call("model_output", localargs, package="rstpm2")
localargs$return_type <- "feasible"
feasible <- .Call("model_output", localargs, package="rstpm2")
attr(negll,"feasible") <- feasible
return(negll)
}
## unused?
dpfun <- function(beta,sp) {
deriv <- beta*0
for (i in 1:length(gam.obj$smooth))
{
smoother <- gam.obj$smooth[[i]]
ind <- smoother$first.para:smoother$last.para
deriv[ind] <- sp[i] * smoother$S[[1]] %*% beta[ind]
}
return(deriv)
}
if (penalty == "h") {
## a current limitation is that the hazard penalty needs to extract the variable names from the smoother objects (e.g. log(time) will not work)
stopifnot(sapply(gam.obj$smooth,function(obj) obj$term) %in% names(data) ||
!is.null(smoother.parameters))
## new penalty using the second derivative of the hazard
design <- smootherDesign(gam.obj,data,smoother.parameters)
pfun <- function(beta,sp) {
sum(sapply(1:length(design), function(i) {
obj <- design[[i]]
s0 <- as.vector(obj$X0 %*% beta)
s1 <- as.vector(obj$X1 %*% beta)
s2 <- as.vector(obj$X2 %*% beta)
s3 <- as.vector(obj$X3 %*% beta)
h2 <- (s3+3*s1*s2+s1^3)*exp(s0)
sp[i]/2*obj$lambda*sum(obj$w*h2^2)
}))
}
dpfun <- function(beta,sp) {
if (frailty) beta <- beta[-length(beta)]
deriv <- beta*0
for (i in 1:length(design)) {
obj <- design[[i]]
s0 <- as.vector(obj$X0 %*% beta)
s1 <- as.vector(obj$X1 %*% beta)
s2 <- as.vector(obj$X2 %*% beta)
s3 <- as.vector(obj$X3 %*% beta)
h2 <- (s3+3*s1*s2+s1^3)*exp(s0)
dh2sq.dbeta <- 2*h2*(exp(s0)*(obj$X3+3*(obj$X1*s2+obj$X2*s1)+3*s1^2*obj$X1)+h2*obj$X0)
deriv <- deriv + sp[i]*obj$lambda*colSums(obj$w*dh2sq.dbeta)
}
deriv
}
}
gradnegllsp <- function(beta,sp,kappa=10) {
localargs <- args
localargs$kappa <- kappa
localargs$init <- beta
localargs$return_type <- "gradient"
.Call("model_output", localargs, package="rstpm2")
}
gradnegll0sp <- function(beta,sp,kappa=10) {
localargs <- args
localargs$kappa <- kappa
localargs$init <- beta
localargs$return_type <- "gradient0"
.Call("model_output", localargs, package="rstpm2")
}
logli <- function(beta) {
stop("Not currently defined.")
}
like <- function(beta) {
eta <- as.vector(X %*% beta)
etaD <- as.vector(XD %*% beta)
h <- link$h(eta,etaD) + bhazard
H <- link$H(eta)
ll <- sum(wt[event]*log(h[event])) - sum(wt*H)
if (delayed) {
eta0 <- as.vector(X0 %*% beta)
## etaD0 <- as.vector(XD0 %*% beta)
ll <- ll + sum(wt0*link$H(eta0))
}
return(ll)
}
if (no.sp && !is.null(sp.init)) {
if(!is.null(gam.obj$full.sp)) gam.obj$sp <- gam.obj$full.sp
value <- NULL
while(is.na(value <- negllsp(init,gam.obj$sp)) || !attr(value,"feasible")) {
gam.call$sp <- gam.obj$sp * 5
if (no.sp) sp <- gam.call$sp
## Unresolved: should we change sp.init if the initial values are not feasible?
gam.obj <- eval(gam.call)
if(!is.null(gam.obj$full.sp)) gam.obj$sp <- gam.obj$full.sp
init <- coef(gam.obj)
if (frailty)
init <- c(init,logtheta=logtheta)
if (all(gam.obj$sp > 1e5)) break
## stop("Initial values not valid and revised sp>1e5")
}
args$sp <- gam.obj$sp
} else args$sp <- sp
# ### Using exterior penalty method for nonlinear constraints: h(t)>=0 or increasing logH(t)
# ### Some initial values should be outside the feasible region
# while(all(XD%*%init>=0)){
# init <- init+0.001
# }
# ### Check initial value
# if(any(XD%*%init<=0)) {
# cat("Some initial values are exactly outside the feasible region of this problem","\n")
# }
## MLE
args$return_type <- if (!no.sp) { # fixed sp as specified
args$return_type <- "optim_fixed"
} else if (length(sp)>1) {
"optim_multivariate"
} else {
"optim_first"
}
fit <- .Call("model_output", args, package = "rstpm2")
fit$coef <- as.vector(fit$coef)
fit$sp <- as.vector(fit$sp)
names(fit$coef) <- names(init)
args$init <- init <- fit$coef
args$sp <- sp <- fit$sp
edf <- fit$edf
edf_var<- as.vector(fit$edf_var)
names(edf_var) <- sapply(gam.obj$smooth,"[[","label")
names(fit$coef) <- rownames(fit$hessian) <- colnames(fit$hessian) <- names(init)
negll <- function(beta) negllsp(beta,sp)
gradnegll <- function(beta) gradnegllsp(beta,sp)
parnames(negll) <- parnames(gradnegll) <- names(init)
mle2 <- if (use.gr) {
mle2(negll,init,vecpar=TRUE, control=control, gr=gradnegll, eval.only=TRUE, ...)
} else mle2(negll,init,vecpar=TRUE, control=control, eval.only=TRUE, ...)
mle2@details$hessian <- fit$hessian
## mle2@vcov <- solve(optimHess(coef(mle2),negll,gradnegll))
mle2@vcov <- solve(fit$hessian)
mle2@details$convergence <- 0
out <- new("pstpm2",
call = mle2@call,
call.orig = mle2@call,
coef = mle2@coef,
fullcoef = mle2@fullcoef,
vcov = mle2@vcov,
min = mle2@min,
details = mle2@details,
minuslogl = mle2@minuslogl,
method = mle2@method,
optimizer = "optim", # mle2@optimizer
data = data, # mle2@data, which uses as.list()
formula = mle2@formula,
xlevels = .getXlevels(mt, mf),
##contrasts = attr(X, "contrasts"),
contrasts = NULL, # wrong!
logli = logli,
##weights = weights,
Call = Call,
terms = mt,
model.frame = mf,
gam = gam.obj,
timeVar = timeVar,
time0Var = time0Var,
timeExpr = timeExpr,
like = like,
fullformula = fullformula,
delayed=delayed,
frailty = frailty,
x = X,
xd = XD,
termsd = mt, # wrong!
y = y,
sp = sp,
nevent=nevent,
link=link,
edf=edf,
edf_var=edf_var,
df=edf,
args=args)
if (robust) # kludge
out@vcov <- sandwich.stpm2(out)
return(out)
}
## Could this inherit from summary.stpm2?
setClass("summary.pstpm2", representation(pstpm2="pstpm2",frailty="logical",theta="list",wald="matrix"), contains="summary.mle2")
setMethod("summary", "pstpm2",
function(object) {
newobj <- as(summary(as(object,"mle2")),"summary.pstpm2")
newobj@pstpm2 <- object
newobj@frailty <- object@frailty
if (object@frailty) {
coef <- coef(newobj)
theta <- exp(coef[nrow(coef),1])
se.logtheta <- coef[nrow(coef),2]
se.theta <- theta*se.logtheta
test.statistic <- 1/se.logtheta
p.value <- pchisq(test.statistic,df=1,lower.tail=FALSE)/2
newobj@theta <- list(theta=theta, se.theta=se.theta, p.value=p.value)
} else newobj@theta <- list()
vcov1 <- vcov(object)
coef1 <- coef(object)
## Wald test for the smoothers
wald <- t(sapply(names(object@edf_var), function(name) {
i <- grep(name,colnames(vcov1),fixed=TRUE)
statistic <- as.vector(coef1[i] %*% solve(vcov1[i,i]) %*% coef1[i])
edf <- object@edf_var[name]
c(statistic=statistic,ncoef=length(i),edf=edf,p.value=pchisq(statistic, edf, lower.tail=FALSE))
}))
colnames(wald) <- c("Wald statistic","Number of coef","Effective df","P value")
newobj@wald <- wald
newobj })
setMethod("show", "summary.pstpm2",
function(object) {
show(as(object,"summary.mle2"))
cat(sprintf("\nEffective df=%g\n",object@pstpm2@edf))
printCoefmat(object@wald)
if (object@frailty)
cat(sprintf("\ntheta=%g\tse=%g\tp=%g\n",
object@theta$theta,object@theta$se.theta,object@theta$p.value))
})
setMethod("AICc", "pstpm2",
function (object, ..., nobs=NULL, k=2) {
L <- list(...)
if (length(L)) {
L <- c(list(object),L)
if (is.null(nobs)) {
nobs <- sapply(L,nobs)
}
if (length(unique(nobs))>1)
stop("nobs different: must have identical data for all objects")
val <- sapply(L, AICc, nobs=nobs, k=k)
df <- sapply(L,attr,"edf")
data.frame(AICc=val,df=df)
} else {
df <- attr(object,"edf")
if (is.null(nobs)) nobs <- object@nevent
c(-2*logLik(object)+k*df+k*df*(df+1)/(nobs-df-1))
}
})
setMethod("qAICc", "pstpm2",
function (object, ..., nobs = NULL, dispersion = 1, k = 2) {
L <- list(...)
if (length(L)) {
L <- c(list(object),L)
if (is.null(nobs)) {
nobs <- sapply(L,nobs)
}
if (length(unique(nobs))>1)
stop("nobs different: must have identical data for all objects")
val <- sapply(L, qAICc, nobs=nobs,dispersion=dispersion,k=k)
df <- sapply(L,attr,"edf")
data.frame(qAICc=val,df=df)
} else {
df <- attr(object,"edf")
if (is.null(nobs)) nobs <- object@nevent
c(-2*logLik(object)/dispersion+k*df+k*df*(df+1)/(nobs-df-1))
}
})
setMethod("qAIC", "pstpm2",
function (object, ..., dispersion = 1, k = 2) {
L <- list(...)
if (length(L)) {
L <- c(list(object),L)
if (is.null(nobs)) {
nobs <- sapply(L,nobs)
}
if (length(unique(nobs))>1)
stop("nobs different: must have identical data for all objects")
val <- sapply(L, qAIC, dispersion=dispersion, k=k)
df <- sapply(L,attr,"edf")
data.frame(qAICc=val,df=df)
} else {
df <- attr(object,"edf")
c(-2*logLik(object)/dispersion+k*df)
}
})
setMethod("AIC", "pstpm2",
function (object, ..., k = 2) {
L <- list(...)
if (length(L)) {
L <- c(list(object),L)
if (!all(sapply(L,class)=="pstpm2")) stop("all objects in list must be class pstpm2")
val <- sapply(L,AIC,k=k)
df <- sapply(L,attr,"edf")
data.frame(AIC=val,df=df)
} else -2 * as.numeric(logLik(object)) + k * attr(object, "edf")
})
setMethod("BIC", "pstpm2",
function (object, ..., nobs = NULL) {
L <- list(...)
if (length(L)) {
L <- c(list(object),L)
if (!all(sapply(L,class)=="pstpm2")) stop("all objects in list must be class pstpm2")
val <- sapply(L,BIC,nobs=nobs)
df <- sapply(L,attr,"edf")
data.frame(BIC=val,df=df)
} else {
if (is.null(nobs)) nobs <- object@nevent
-2 * as.numeric(logLik(object)) + log(nobs) * attr(object, "edf")
}
})
## Revised from bbmle:
## changed the calculation of the degrees of freedom in the third statement of the .local function
setMethod("anova", signature(object="pstpm2"),
function (object, ..., width = getOption("width"),
exdent = 10)
{
mlist <- c(list(object), list(...))
mnames <- sapply(sys.call(sys.parent())[-1], deparse)
ltab <- as.matrix(do.call("rbind", lapply(mlist, function(x) {
c(`Tot Df` = x@edf, Deviance = -2 * logLik(x)) # changed to x@edf
})))
terms = sapply(mlist, function(obj) {
if (is.null(obj@formula) || obj@formula == "") {
mfun <- obj@call$minuslogl
mfun <- paste("[", if (is.name(mfun)) {
as.character(mfun)
}
else {
"..."
}, "]", sep = "")
paste(mfun, ": ", paste(names(obj@coef), collapse = "+"),
sep = "")
}
else {
as.character(obj@formula)
}
})
mterms <- paste("Model ", 1:length(mnames), ": ", mnames,
", ", terms, sep = "")
mterms <- strwrapx(mterms, width = width, exdent = exdent,
wordsplit = "[ \n\t]")
heading <- paste("Likelihood Ratio Tests", paste(mterms,
collapse = "\n"), sep = "\n")
ltab <- cbind(ltab, Chisq = abs(c(NA, diff(ltab[, "Deviance"]))),
Df = abs(c(NA, diff(ltab[, "Tot Df"]))))
ltab <- cbind(ltab, `Pr(>Chisq)` = c(NA, pchisq(ltab[,
"Chisq"][-1], ltab[, "Df"][-1], lower.tail = FALSE)))
rownames(ltab) <- 1:nrow(ltab)
attr(ltab, "heading") <- heading
class(ltab) <- "anova"
ltab
})
setMethod("predictnl", "pstpm2",
function(object,fun,newdata=NULL,link=c("I","log","cloglog","logit"),...)
{
link <- match.arg(link)
invlinkf <- switch(link,I=I,log=exp,cloglog=cexpexp,logit=expit)
linkf <- eval(parse(text=link))
if (is.null(newdata) && !is.null(object@data))
newdata <- object@data
localf <- function(coef,...)
{
object@fullcoef = coef
linkf(fun(object,...))
}
dm <- numDeltaMethod(object,localf,newdata=newdata,...)
out <- invlinkf(data.frame(Estimate=dm$Estimate,
lower=dm$Estimate-1.96*dm$SE,
upper=dm$Estimate+1.96*dm$SE))
## cloglog switches the bounds
if (link=="cloglog")
out <- data.frame(Estimate=out$Estimate,lower=out$upper,upper=out$lower)
return(out)
})
##
setMethod("predict", "pstpm2",
function(object,newdata=NULL,
type=c("surv","cumhaz","hazard","density","hr","sdiff","hdiff","loghazard","link","meansurv","meansurvdiff","odds","or"),
grid=FALSE,seqLength=300,
se.fit=FALSE,link=NULL,exposed=incrVar(var),var,...)
{
type <- match.arg(type)
## exposed is a function that takes newdata and returns the revised newdata
## var is a string for a variable that defines a unit change in exposure
local <- function (object, newdata=NULL, type="surv", exposed)
{
tt <- object@terms
link <- object@link
if (is.null(newdata)) {
##mm <- X <- model.matrix(object) # fails (missing timevar)
X <- object@x
XD <- object@xd
##y <- model.response(object@model.frame)
y <- object@y
time <- as.vector(y[,ncol(y)-1])
}
else {
X <- predict(object@gam, newdata, type="lpmatrix")
## lpfunc <- function(delta,fit,data,var) {
## data[[var]] <- data[[var]]+delta
## predict(fit,data,type="lpmatrix")
## }
## XD <- grad(lpfunc,0,object@gam,newdata,object@timeVar)
## XD <- matrix(XD,nrow=nrow(X))
lpfunc <- function(x,...) {
newdata2 <- newdata
newdata2[[object@timeVar]] <- x
predict(object@gam,newdata2,type="lpmatrix")
}
XD <- grad1(lpfunc,newdata[[object@timeVar]])
## resp <- attr(Terms, "variables")[attr(Terms, "response")]
## similarly for the derivatives
if (object@delayed) {
newdata0 <- newdata
newdata0[[object@timeVar]] <- newdata[[object@time0Var]]
X0 <- lpmatrix.lm(object@lm, newdata0)
## XD0 <- grad(lpfunc,0,object@lm,newdata,object@timeVar)
## XD0 <- matrix(XD0,nrow=nrow(X0))
}
if (type %in% c("hazard","hr","sdiff","hdiff","loghazard","meansurvdiff","or")) {
time <- eval(object@timeExpr,newdata)
##
}
if (type %in% c("hr","sdiff","hdiff","meansurvdiff","or")) {
if (missing(exposed))
stop("exposed needs to be specified for type in ('hr','sdiff','hdiff','meansurvdiff','or')")
newdata2 <- exposed(newdata)
lpfunc <- function(x,...) {
newdata3 <- newdata2
newdata3[[object@timeVar]] <- x
predict(object@gam,newdata3,type="lpmatrix")
}
X2 <- predict(object@gam, newdata2, type="lpmatrix")
XD2 <- grad1(lpfunc,newdata2[[object@timeVar]])
## XD2 <- grad(lpfunc,0,object@gam,newdata2,object@timeVar)
## XD2 <- matrix(XD,nrow=nrow(X))
}
}
beta <- coef(object)
if (object@frailty)
beta <- beta[-length(beta)]
eta <- as.vector(X %*% beta)
etaD <- as.vector(XD %*% beta)
S <- link$ilink(eta)
h <- link$h(eta,etaD)
if (any(h<0)) warning(sprintf("Predicted hazards less than zero (n=%i).",sum(h<0)))
H = link$H(eta)
Sigma = vcov(object)
if (type=="link") { # delayed entry?
return(eta)
}
if (type=="density")
return (S*h)
if (type=="cumhaz") { # delayed entry?
return(H)
}
if (type=="surv") { # delayed entry?
return(S)
}
if (type=="odds") { # delayed entry?
return((1-S)/S)
}
if (type=="sdiff")
return(link$ilink(as.vector(X2 %*% beta)) - S)
if (type=="or") {
S2 <- link$ilink(as.vector(X2 %*% beta))
return((1-S2)/S2/((1-S)/S))
}
if (type=="hazard") {
return(h)
}
if (type=="loghazard") {
return(log(h))
}
if (type=="hdiff") {
eta2 <- as.vector(X2 %*% beta)
etaD2 <- as.vector(XD2 %*% beta)
h2 <- link$h(eta2,etaD2)
return(h2 - h)
}
if (type=="hr") {
eta2 <- as.vector(X2 %*% beta)
etaD2 <- as.vector(XD2 %*% beta)
h2 <- link$h(eta2,etaD2)
return(h2/h)
}
if (type=="meansurv") {
return(mean(S))
}
if (type=="meansurvdiff") {
eta2 <- as.vector(X2 %*% beta)
S2 <- link$ilink(eta2)
return(mean(S2-S))
}
}
##debug(local)
if (is.null(newdata) && type %in% c("hr","sdiff","hdiff","meansurvdiff","or"))
stop("Prediction using type in ('hr','sdiff','hdiff','meansurvdiff') requires newdata to be specified.")
if (grid) {
Y <- object@y
event <- Y[,ncol(Y)]==1
time <- object@data[[object@timeVar]]
eventTimes <- time[event]
X <- seq(min(eventTimes),max(eventTimes),length=seqLength)[-1]
data.x <- data.frame(X)
names(data.x) <- object@timeVar
newdata <- merge(newdata,data.x)
}
pred <- if (!se.fit) {
local(object,newdata,type=type,exposed=exposed,
...)
}
else {
if (is.null(link))
link <- switch(type,surv="cloglog",density="log",cumhaz="log",hazard="log",hr="log",sdiff="I",
hdiff="I",loghazard="I",link="I",odds="log",or="log")
predictnl(object,local,link=link,newdata=newdata,type=type,
exposed=exposed,...)
}
attr(pred,"newdata") <- newdata
##if (grid) cbind(newdata,as.data.frame(pred)) else pred
return(pred)
})
##`%c%` <- function(f,g) function(...) g(f(...)) # function composition
## to do:
## (*) Stata-compatible knots
setMethod("plot", signature(x="pstpm2", y="missing"),
function(x,y,newdata,type="surv",
xlab=NULL,ylab=NULL,line.col=1,ci.col="grey",lty=par("lty"),
lwd=par("lwd"),
add=FALSE,ci=!add,rug=!add,exposed=incrVar(var),
var=NULL,...) {
y <- predict(x,newdata,type=type,var=var,exposed=exposed,grid=TRUE,se.fit=TRUE)
if (is.null(xlab)) xlab <- deparse(x@timeExpr)
if (is.null(ylab))
ylab <- switch(type,hr="Hazard ratio",hazard="Hazard",surv="Survival",density="Density",
sdiff="Survival difference",hdiff="Hazard difference",cumhaz="Cumulative hazard",
loghazard="log(hazard)",link="Linear predictor",meansurv="Mean survival",
meansurvdiff="Difference in mean survival",odds="Odds",or="Odds ratio")
xx <- attr(y,"newdata")
xx <- eval(x@timeExpr,xx) # xx[,ncol(xx)]
if (!add) matplot(xx, y, type="n", xlab=xlab, ylab=ylab, ...)
if (ci) polygon(c(xx,rev(xx)), c(y[,2],rev(y[,3])), col=ci.col, border=ci.col)
lines(xx,y[,1],col=line.col,lty=lty,lwd=lwd)
if (rug) {
Y <- x@y
eventTimes <- Y[Y[,ncol(Y)]==1,ncol(Y)-1]
rug(eventTimes,col=line.col)
}
return(invisible(y))
})
## sandwich variance estimator (from the sandwich package)
## coeftest.stpm2 <-
## function (x, vcov. = NULL, df = NULL, ...)
## {
## est <- coef(x)
## if (is.null(vcov.))
## se <- vcov(x)
## else {
## if (is.function(vcov.))
## se <- vcov.(x)
## else se <- vcov.
## }
## se <- sqrt(diag(se))
## if (!is.null(names(est)) && !is.null(names(se))) {
## anames <- names(est)[names(est) %in% names(se)]
## est <- est[anames]
## se <- se[anames]
## }
## tval <- as.vector(est)/se
## pval <- 2 * pnorm(abs(tval), lower.tail = FALSE)
## cnames <- c("Estimate", "Std. Error", "z value", "Pr(>|z|)")
## mthd <- "z"
## rval <- cbind(est, se, tval, pval)
## colnames(rval) <- cnames
## class(rval) <- "coeftest"
## attr(rval, "method") <- paste(mthd, "test of coefficients")
## return(rval)
## }
## weights.stpm2 <-
## function (object, ...)
## {
## wts <- object@weights
## if (is.null(wts))
## wts
## else napredict(object@na.action, wts)
## }
## copy of bbmle:::strwrapx
strwrapx <-
function (x, width = 0.9 * getOption("width"), indent = 0, exdent = 0,
prefix = "", simplify = TRUE, parsplit = "\n[ \t\n]*\n",
wordsplit = "[ \t\n]")
{
if (!is.character(x))
x <- as.character(x)
indentString <- paste(rep.int(" ", indent), collapse = "")
exdentString <- paste(rep.int(" ", exdent), collapse = "")
y <- list()
plussplit = function(w) {
lapply(w, function(z) {
plusloc = which(strsplit(z, "")[[1]] == "+")
plussplit = apply(cbind(c(1, plusloc + 1), c(plusloc,
nchar(z, type = "width"))), 1, function(b) substr(z,
b[1], b[2]))
plussplit
})
}
z <- lapply(strsplit(x, parsplit), function(z) {
lapply(strsplit(z, wordsplit), function(x) unlist(plussplit(x)))
})
for (i in seq_along(z)) {
yi <- character(0)
for (j in seq_along(z[[i]])) {
words <- z[[i]][[j]]
nc <- nchar(words, type = "w")
if (any(is.na(nc))) {
nc0 <- nchar(words)
nc[is.na(nc)] <- nc0[is.na(nc)]
}
if (any(nc == 0)) {
zLenInd <- which(nc == 0)
zLenInd <- zLenInd[!(zLenInd %in% (grep("\\.$",
words) + 1))]
if (length(zLenInd) > 0) {
words <- words[-zLenInd]
nc <- nc[-zLenInd]
}
}
if (length(words) == 0) {
yi <- c(yi, "", prefix)
next
}
currentIndex <- 0
lowerBlockIndex <- 1
upperBlockIndex <- integer(0)
lens <- cumsum(nc + 1)
first <- TRUE
maxLength <- width - nchar(prefix, type = "w") -
indent
while (length(lens) > 0) {
k <- max(sum(lens <= maxLength), 1)
if (first) {
first <- FALSE
maxLength <- maxLength + indent - exdent
}
currentIndex <- currentIndex + k
if (nc[currentIndex] == 0)
upperBlockIndex <- c(upperBlockIndex, currentIndex -
1)
else upperBlockIndex <- c(upperBlockIndex, currentIndex)
if (length(lens) > k) {
if (nc[currentIndex + 1] == 0) {
currentIndex <- currentIndex + 1
k <- k + 1
}
lowerBlockIndex <- c(lowerBlockIndex, currentIndex +
1)
}
if (length(lens) > k)
lens <- lens[-(1:k)] - lens[k]
else lens <- NULL
}
nBlocks <- length(upperBlockIndex)
s <- paste(prefix, c(indentString, rep.int(exdentString,
nBlocks - 1)), sep = "")
for (k in (1:nBlocks)) {
s[k] <- paste(s[k], paste(words[lowerBlockIndex[k]:upperBlockIndex[k]],
collapse = " "), sep = "")
}
s = gsub("\\+ ", "+", s)
yi <- c(yi, s, prefix)
}
y <- if (length(yi))
c(y, list(yi[-length(yi)]))
else c(y, "")
}
if (simplify)
y <- unlist(y)
y
}
